You have to re-click on a part icon after changing size, otherwise your mouse cursor will still be "holding" the previous part. The engine I think treats different sizes as completely different parts that just happen to draw the same mesh. When you change size, I think you're actually switching to another part menu page rather than just changing the size values for the parts on the current page.

It makes sense when you think about it int terms of the stats attached to each part (imagine each part as a file in the game data that's mostly a stats table, with just one little line to tell the engine what mesh to call and at what scale), but it is IMO one of those things that could be treamlined/clarified a bit more in-game.

*EDIT* In my game it worked as intended: loaded the Hauler, picked the same gun from the size 5 menu, hovered the mouse over a node to check, switched to size 1, reselected the gun, and it showed up as the correct size 1 scale when hovered/placed.

I have you tried reloading the game and trying to duplicate the problem?